+14.1%
QCOM vs AZN
+69.6%
-55.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +4.3% | -1.1% | +5.3% | +4.5% |
| 30D | -0.1% | +13.8% | -13.9% | -2.7% |
| 3M | +5.2% | +17.3% | -12.1% | +1.8% |
| 6M | -18.4% | -1.7% | -16.6% | -18.3% |
| YTD | +2.4% | +1.4% | +1.0% | +1.1% |
| 1Y | +0.9% | +5.2% | -4.3% | -1.4% |
| 3Y | +48.4% | +52.6% | -4.2% | +28.7% |
| All | +14.1% | +69.6% | -55.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AZN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling